A firearm is really nothing like an engine it's more like a car door hinge. Going back and forth, back and forth etc... Guess what works best there grease.
Oils can and will turn to peanut butter thick sludge. Many a hunter can tell you about it.
If your firearm is getting cold enough that it could freeze you should run it dry.
Tell that to the servicemen who fought in Korea, in the winter. A service rifle NEEDS grease.